Modified two-point stepsize gradient methods for unconstrained optimization
文献类型:期刊论文
作者 | Dai, YH; Yuan, JY; Yuan, YX![]() |
刊名 | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
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出版日期 | 2002-04-01 |
卷号 | 22期号:1页码:103-109 |
关键词 | unconstrained optimization steepest descent method two-point stepsize gradient method nonmonotone line search |
ISSN号 | 0926-6003 |
英文摘要 | For unconstrained optimization, the two-point stepsize gradient method is preferable over the classical steepest descent method both in theory and in real computations. In this paper we interpret the choice for the stepsize in the two-point stepsize gradient method from the angle of interpolation and propose two modified two-point stepsize gradient methods. The modified methods are globally convergent under some mild assumptions on the objective function. Numerical results are reported, which suggest that improvements have been achieved. |
WOS研究方向 | Operations Research & Management Science ; Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000174634500005 |
出版者 | KLUWER ACADEMIC PUBL |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17669] ![]() |
专题 | 计算数学与科学工程计算研究所 |
通讯作者 | Dai, YH |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math, LSEC, Beijing 100080, Peoples R China 2.Univ Fed Parana, Ctr Politecn, Dept Matemat, BR-81531990 Curitiba, Parana, Brazil |
推荐引用方式 GB/T 7714 | Dai, YH,Yuan, JY,Yuan, YX. Modified two-point stepsize gradient methods for unconstrained optimization[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2002,22(1):103-109. |
APA | Dai, YH,Yuan, JY,&Yuan, YX.(2002).Modified two-point stepsize gradient methods for unconstrained optimization.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,22(1),103-109. |
MLA | Dai, YH,et al."Modified two-point stepsize gradient methods for unconstrained optimization".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 22.1(2002):103-109. |
入库方式: OAI收割
来源:数学与系统科学研究院
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